@ARTICLE{Miltersen1998,
  author = {{Kristian R.} Miltersen and {Eduardo S.} Schwartz},
  title = {Pricing of Options on Commodity Futures with Stochastic Term Structures
	of Convenience Yields and Interest Rates},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {1998},
  volume = {33},
  pages = {33--59}
}

@ARTICLE{Gibson1990,
  author = {Rajna Gibson and {Eduardo S.} Schwartz},
  title = {Stochastic Convenience Yield and the Pricing of Oil Contingent Claims},
  journal = {The Journal of Finance},
  year = {1990},
  volume = {45},
  pages = {959--976},
  number = {3}
}

@ARTICLE{Schwartz1997,
  author = {Schwartz, {Eduardo S.}},
  title = { The Stochastic Behavior of Commodity Prices: Implications for Valuation
	and Hedging},
  journal = {Journal of Finance},
  year = {1997},
  volume = {52},
  pages = {923--973},
  number = {3}
}

@ARTICLE{Brennan1979,
  author = {{Eduardo S.} Schwartz and {Michael J.} Brennan},
  title = {A Continuous Time Approach to the Pricing of Bonds},
  journal = {Journal of Banking and Finance},
  year = {1979},
  volume = {3},
  pages = {133--155}
}

@ARTICLE{Hilliard1998,
  author = {{Jimmy E}. Hilliard and Jorge Reis},
  title = {Valuation of Commodity Futures and Options under Stochastic
      Convenience Yields, Interest Rates, and Jump Diffusions in the Spot},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {1998},
  volume = {33},
  pages = {61--86},
  number = {1}
}

